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Citations for "A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics"

by Osterwald-Lenum, Michael

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  1. Haug, Alfred A. & MacKinnon, James G. & Michelis, Leo, 2000. "European Monetary Union: a cointegration analysis," Journal of International Money and Finance, Elsevier, vol. 19(3), pages 419-432, June.
  2. Lin, Boqiang & Long, Houyin, 2014. "Promoting carbon emissions reduction in China's chemical process industry," Energy, Elsevier, vol. 77(C), pages 822-830.
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  15. Cliff L.F. Attfield & Jonathan R.W. Temple, 2003. "Measuring trend output: how useful are the Great Ratios?," Bristol Economics Discussion Papers 03/555, Department of Economics, University of Bristol, UK.
  16. Duttagupta, Rupa & Spilimbergo, Antonio, 2003. "What Happened to Asian Exports During the Crisis?," CEPR Discussion Papers 4158, C.E.P.R. Discussion Papers.
  17. Norman J. Morin, 2006. "Likelihood ratio tests on cointegrating vectors, disequilibrium adjustment vectors, and their orthogonal complements," Finance and Economics Discussion Series 2006-21, Board of Governors of the Federal Reserve System (U.S.).
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  56. Algirdas Bartkus, 2014. "The Analysis Of The Second Pillar Pension Funds And The Role Of Expectations," Organizations and Markets in Emerging Economies, Faculty of Economics, Vilnius University, vol. 5(2).
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  58. Caporale, Guglielmo Maria & Ciferri, Davide & Girardi, Alessandro, 2011. "Fiscal shocks and real exchange rate dynamics: Some evidence for Latin America," Journal of International Money and Finance, Elsevier, vol. 30(5), pages 709-723, September.
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This information is provided to you by IDEAS at the Research Division of the Federal Reserve Bank of St. Louis using RePEc data.